Date/Time: Fri, 28 Feb 2020 15:57:44 +0000
Volume Profile VWAP calculation question
|User71961 - Posts: 123 | Ending Date: 2020-03-20|
the documentation doesn't specify how VWAP is calculated for the VolumeAtPrice Study when the VWAP line is set to be visible.
Is this VWAP calced using underlying trade data...or is all the volume assumed to occur at the bar close? or H+L+C/3 or something else?
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
It is definitely the underlying data being used.
Sierra Chart Support - Engineering Level
Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
To post a message in this thread, you need to login with your Sierra Chart account: